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Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part

✍ Scribed by Li He; Miroslav Kárný


Book ID
101404721
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
200 KB
Volume
17
Category
Article
ISSN
0890-6327

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## Abstract This paper identifies and nonparametrically estimates sharp bounds on school performance measures based on test scores that may not be valid for all students. A mixture model with verification is developed to handle this problem. This is a mixture model for data that can be partitioned